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Full-Text Articles in Physical Sciences and Mathematics
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Theses and Dissertations
This thesis conducts Value at Risk (VaR) and Expected Shortfall (ES) estimation using GARCH modeling and Bayesian Model Averaging (BMA). BMA considers multiple models weighted by some information criterion. Through BMA, this thesis finds that VaR and ES estimates can be improved through enhanced modeling of the data generation process.
A Global Empirical Typology Of Anthropogenic Drivers Of Environmental Change In Deltas, Zachary D. Tessler, Charles J. Vorosmarty, Michael Grossberg, Irina Gladkova, Hannah Aizenman
A Global Empirical Typology Of Anthropogenic Drivers Of Environmental Change In Deltas, Zachary D. Tessler, Charles J. Vorosmarty, Michael Grossberg, Irina Gladkova, Hannah Aizenman
Advanced Science Research Center
It is broadly recognized that river delta systems around the world are under threat from a range of anthropogenic activities. These activities occur at the local delta scale, at the regional river and watershed scale, and at the global scale. Tools are needed to support generalization of results from case studies in specific deltas. Here, we present a methodology for quantitatively constructing an empirical typology of anthropogenic change in global deltas. Utilizing a database of environmental change indicators, each associated with increased relative sea-level rise and coastal wetland loss, a clustering analysis of 48 global deltas provides a quantitative assessment …
Improving Landslide Hazard And Risk Mapping In Guatemala Using Terrain Aspect, Yuri Gorohkovich, Elia Axinia Machado, Luis Ivan Giron Melgar, Mahta Ghahremani
Improving Landslide Hazard And Risk Mapping In Guatemala Using Terrain Aspect, Yuri Gorohkovich, Elia Axinia Machado, Luis Ivan Giron Melgar, Mahta Ghahremani
Publications and Research
Guatemala is in the path of numerous atmospheric hazards that trigger landslides by saturating mountain slopes with water reducing their safety factor. Available local studies of landslide characterization in Guatemala have indicated the importance of slope in hazard and risk mapping, but, for the most part, ignored another topographic index: aspect. However, many regional studies analyzing the effect of hurricanes on terrain show that Caribbean and Central American locations experience higher impact from hurricanes and storms on eastern, southeastern, southern and southwestern slopes. Since hazard and risk mapping focuses on infrastructure and settlements located on slopes with various orientations, this …
Flood Risk From Extreme Events In Mexico, Adrián Pedrozo-Acuña, Pamela Iskra Mejía-Estrada, Juan Pablo Rodríguez-Rincón, Ramón Domínguez Mora, Fernando Jorge González-Villareal
Flood Risk From Extreme Events In Mexico, Adrián Pedrozo-Acuña, Pamela Iskra Mejía-Estrada, Juan Pablo Rodríguez-Rincón, Ramón Domínguez Mora, Fernando Jorge González-Villareal
International Conference on Hydroinformatics
Flooding is the most common and damaging natural hazard faced by civilization, and flooding threats are likely to increase given current climate change predictions that suggest more intense hurricanes and precipitation. The latter has been recently experienced in the Mexican state of Guerrero, during the severe flood of September 2013. During this event, the heavy rainfall registered in 2 days (~700 mm) produced extreme river discharges that produced significant fluvial impacts and flooding in large areas of the city of Acapulco, causing severe damages and social disruption. In order to study the causes of this disaster, an integrated methodology to …
Data-Driven Surrogate Models For Flood Defence Failure Estimation : “Jarillon” Of Cali, Colombia Case Study, Juan Aguilar, Jord Warmink, Ralph Schielen, Suzanne Hulscher
Data-Driven Surrogate Models For Flood Defence Failure Estimation : “Jarillon” Of Cali, Colombia Case Study, Juan Aguilar, Jord Warmink, Ralph Schielen, Suzanne Hulscher
International Conference on Hydroinformatics
The city of Cali is the main urban center of the south-western part of Colombia. It is located along the Cauca river, the second largest in the country. At the moment, the embankment located along the left margin that protects the city is designed for a return period of 100 years. In this study is intended to make a probabilistic analysis for dike failure for the present state of this flood defence. The water levels inside the main stream are highly sensitive to the peak discharge of upstream near tributaries which must be included in the analysis. An existent hydrodynamic …